A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata

dc.contributor.author	Muro Romero, Juan de Dios
dc.contributor.author	Suárez Gálvez, Cristina
dc.contributor.author	Zamora Sanz, María del Mar
dc.date.accessioned	2008-10-29T14:31:47Z
dc.date.available	2008-10-29T14:31:47Z
dc.date.issued	2008-10
dc.identifier.bibliographicCitation	Alcamentos, N. 0804	es_ES
dc.identifier.uri	http://hdl.handle.net/10017/2071	en
dc.description.abstract	We outline a fairly simple method to obtain in Stata Murphy-Topel corrected variances for a two-step estimation of a heckprobit model with endogeneity in the main equation. The procedure utilizes the score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002) and Hole (2006).	en
dc.format.mimetype	application/pdf	en
dc.language.iso	eng	en
dc.publisher	Universidad de Alcalá. Departamento de Estadística, Estructura Económica y Organización Económica Internacional	es_ES
dc.subject	Binary choice model with selectivity and endogenous variables	en
dc.subject	Two-step estimation in qualitative models	en
dc.subject	Murphy-Topel corrected variances	en
dc.subject	Stata program	en
dc.subject.jel	C25
dc.subject.jel	C63
dc.title	A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata	en
dc.type	info:eu-repo/semantics/workingPaper	en
dc.subject.eciencia	Ciencias económicas	es_ES
dc.subject.eciencia	Estadística	es_ES
dc.subject.eciencia	Economics	en
dc.subject.eciencia	Statistics	en
dc.rights.accessRights	info:eu-repo/semantics/openAccess	en